Spectral theory for self-adjoint quadratic eigenvalue problems - a review

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Peter Lancaster
Ion Zaballa


Many physical problems require the spectral analysis of quadratic matrix polynomials $M\lambda^2+D\lambda +K$, $\lambda \in \mathbb{C}$, with $n \times n$ Hermitian matrix coefficients, $M,\;D,\;K$. In this largely expository paper, we present and discuss canonical forms for these polynomials under the action of both congruence and similarity transformations of a linearization and also $\lambda$-dependent unitary similarity transformations of the polynomial itself. Canonical structures for these processes are clarified, with no restrictions on eigenvalue multiplicities. Thus, we bring together two lines of attack: (a) analytic via direct reduction of the $n \times n$ system itself by $\lambda$-dependent unitary similarity and (b) algebraic via reduction of $2n \times 2n$ symmetric linearizations of the system by either congruence (Section 4) or similarity (Sections 5 and 6) transformations which are independent of the parameter $\lambda$. Some new results are brought to light in the process. Complete descriptions of associated canonical structures (over $\mathbb{R}$ and over $\mathbb{C}$) are provided -- including the two cases of real symmetric coefficients and complex Hermitian coefficients. These canonical structures include the so-called sign characteristic. This notion appears in the literature with different meanings depending on the choice of canonical form. These sign characteristics are studied here and connections between them are clarified. In particular, we consider which of the linearizations reproduce the (intrinsic) signs associated with the analytic (Rellich) theory (Sections 7 and 9).

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